On SETAR non- linearity and forecasting
Year of publication: |
1999-03-12
|
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Authors: | Franses, Philip Hans ; Clements, Clements, M.P. ; Smith, Smith, J. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | SETAR model | linear AR model | out-of-sample forecasting |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9914-/A |
Source: |
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On SETAR non- linearity and forecasting
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